Particle Swarm Optimization to Obtain Weights in Neural Network

Abstract

This research discusses the use of a class of heuristic optimization to obtain the weights in neural network model for time series prediction. In this case, Feed Forward Neural Network (FFNN) was chosen as the class of network architecture. The heuristic algorithm determined to obtain the weights in network was Particle Swarm Optimization (PSO). It is a non-gradient optimization technique. This method was used for optimizing the connection weights of network. The lags used as the input were selected based on the strong relationship with the current. The eight architectures were conducted to improve the accuracy of the neural network model. In each architecture, we repeated the running thirty times to get the statistics of mean and variance. The comparison of the performance of various architectures based on the minimum MSE and the stability of the results is presented in this paper. The optimal number of neurons in hidden layer was determined by these criteria. The proposed procedure was applied in air pollution data, i.e. Solid Particulate Matter (SPM). The results showed that the proposed procedure gave promising results in terms of prediction accuracy. A few neurons in hidden layer are strongly recommended in choosing the optimal architecture.